Strange UFO flying over the sea in Antalya, Turkey

We were at a hotel in Kemer, Antalya, Turkey on April 3, 2016 sitting and talking with the family, when we suddenly saw a shiny object in the sky.

At first we thought it was a metallic balloon filled with helium but the object made some strange moves as at first it moved to the North and then came back to North East hovering above the sea.

I was very surprised and then took five shots with my Canon 450D with zoom lens. When you look at the pictures it was like the object opened a door, then changed into a UFO-like shape and vanished.

I said vanished because when I tried to take the 6th photo I could not find it anymore. Mufon case 75759.